+2,263.8%
ICE vs AMP
+2,027.3%
+236.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -1.2% | +2.6% | -3.7% | -2.3% |
| 30D | +5.0% | +0.8% | +4.1% | +4.5% |
| 3M | +13.9% | +24.3% | -10.4% | +2.7% |
| 6M | -4.4% | +20.6% | -25.0% | -12.8% |
| YTD | -1.9% | +14.6% | -16.6% | -8.6% |
| 1Y | -8.1% | +14.5% | -22.7% | -14.5% |
| 3Y | +42.5% | +67.9% | -25.4% | +7.5% |
| 5Y | +40.6% | +122.5% | -81.9% | -10.3% |
| 10Y | +217.1% | +573.3% | -356.2% | -0.8% |
| All | +2,263.8% | +2,027.3% | +236.6% | +232.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling